By Sergio M. Focardi, Frank J. Fabozzi CFA
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Extra resources for The Mathematics of Financial Modeling and Investment Management
Such information helps issuers assess how well they are using the funds acquired from earlier primary market activities, and it also indicates how receptive investors would be to new offerings. The other service a secondary market offers issuers is that it provides the opportunity for the original buyers of the asset to reverse their investment by selling it for cash. Unless investors are conﬁdent that they can shift from one ﬁnancial asset to another as they may deem necessary, they would naturally be reluctant to buy any ﬁnancial asset.
389–397. Overview of Financial Markets, Financial Assets, and Market Participants 31 selling a security that is not in inventory (a short position). There are three types of risks associated with maintaining a long or short position in a given security. First, there is the uncertainty about the future price of the security. A dealer who has a long position in the security is concerned that the price will decline in the future; a dealer who is in a short position is concerned that the price will rise.
6 Walter Bagehot, “The Only Game in Town,” Financial Analysts Journal (MarchApril 1971), pp. 12–14, 22. 7 Richard R. West, “Two Kinds of Market Efficiency,” Financial Analysts Journal (November–December 1975), pp. 30–34. 8 Eugene F. Fama, “Efficient Capital Markets: A Review of Theory and Empirical Work,” Journal of Finance (May 1970), pp. 383–417. 32 The Mathematics of Financial Modeling and Investment Management Fama, as well as others, deﬁnes “fully reﬂects” in terms of the expected return from holding a security.